+70.9%
NVT vs GGLL
+80.0%
-9.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.0% |
| 7D | +5.1% | -4.8% | +9.9% | +5.9% |
| 30D | -3.7% | -13.7% | +10.0% | -1.4% |
| 3M | -10.1% | -21.9% | +11.7% | -6.9% |
| 6M | +37.5% | +11.7% | +25.8% | +27.5% |
| YTD | +53.7% | +2.3% | +51.5% | +44.7% |
| 1Y | +70.9% | +76.2% | -5.3% | +43.6% |
| All | +70.9% | +80.0% | -9.1% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling